Who Uses GFData
“Now more than ever, understanding the world in historical context is critical. GFD's unparalleled database of long-term time series is an invaluable research tool.”
—Mike Reynnells, Kingdon Capital
“The breath, depth, and reliability of the data are unsurpassed. The Database made my job a lot easier in efficiently retrieving, analyzing, and displaying the critical data that I needed for my research.”
—Maureen Burton, Ph.D.,
Chair, Faculty Rights Committee for CFA,
Professor, Dept. of Economics
“GFD stands as one of our most popular and powerful subscription data services, offering convenient campus-wide web accessibility, impressive series depth and scope, and easy online navigation, retrieval, and charting.”
—Harold Colson UC San Diego Libraries
“As an award-winning financial author, finding a reliable source of financial data for historical studies was difficult until I started using Global Financial Data. My latest book, Investment Atlas, (which covers 200-years of prices on stocks, bonds, commodities and real estate) would have been much harder to write without GFD's assistance.”
—Kenneth G. Winans, CMT, MBA,
President, Winans International
“My careers in banking and financial media have kept me immersed in financial and economic data for nearly 15 years, and GFD’s product is among the best offered by the major market data providers.”
—Mark Bentley
Sr. Researcher/Analyst
Fox News Channel & Fox Business Network
Over the years thousands of analysts, researchers, and scholars from all types of businesses and universities have used GFD to analyze the markets and to complete their research. Renowned books and articles have been written using GFD because we are the only company that provides complete data series on the global financial markets. Indeed, many vendors offer similar data series for current years; however these do not extend to the inception of the series. Unique patterns and trends may be observed from examining the entire set of data only provided by GFD.
“You may review the works of other analysts by choosing the category of Articles or Books.”
Articles Using Data
From Global Financial Data
- Agnese, P. and H. Sala (2008). "Unemployment in Japan: A look at the lost decade." Asia Pacific Journal of Economics and Business 12(1): 16.
- Ahmed, P., K. Beck, et al. (2000). "Can moving average technical trading strategies help in volatile and declining markets? A study of some emerging Asian markets." Managerial Finance 26(6): 49-62.
- Ahmed, S. and M. Cardinale (2005). "Does inflation matter for equity returns?" Journal of Asset Management 6(4): 259-273.
- Aiolfi, M., What Moves Money Managers' Portfolios? An Investigation of Preferences and Beliefs (August 2006). Available at SSRN: http://ssrn.com/abstract=918261.
- Ajayia, R., S. Mehdianb, et al. (2010). "The relative influence of the East and the West on Middle Eastern emerging stock markets: an empirical investigation." Applied Financial Economics 1(1): 1-9.
- Aktieninstitut, D. (2004). "Aktie versus Rente." Studien des Deutschen Aktieninstituts 26.
- Alam, M. and T. Hasan (2003). "The Causality between Stock market Development and Economic Growth: Evidence from the United States." Studies in Economics and Finance 21(1): 93-104.
- Alba, J., D. Park, et al. (2009). "Corporate governance and merger and acquisition (M&A) FDI: Firm-level evidence from Japanese FDI into the US." Journal of Multinational Financial Management 19(1): 1-11.
- Alba, J., D. Park, et al. (2010). "Corporate Governance and Foreign Direct Investment." ADB Working Papers Series 202(5).
- Alba, J., P. Wang, et al. (2007). "Relative access to credit, relative wealth and FDI: firm-level evidence from Japanese FDI into the United States." Journal of Economic Integration 22(2): 231-255.
- Albarran, A. (2004). "Media economics." The Sage Handbook of Media Studies: 291-308.
- Alexopoulou, I., F. Drudi, et al. (2006). "CGFS Working Group on Institutional Investors, Global Savings and Asset Allocation."
- Al-Ississ, M. (2009). The Cross-Border Financial Impact of Violence. Boston, MA, Dubai Initiative.
- Al-Ississ, M. (2009). "The Impact of Religious Experience on Financial Markets." Unpublished working paper.
- Allen, D. E. E., Lim, Lee and Winduss, Trent, The Present Value of Pacific Basin Stock Markets: A Domestic and External Factor Model (March 2004). Edith Cowan U. Accounting Finance and Economics Working Paper No. 2004.1. Available at SSRN: http://ssrn.com/abstract=524583 .
- Almirall, C., Auffhammer, Maximilian and Berck, Peter, Farm Acreage Shocks and Food Prices: An SVAR Approach to Understanding the Impacts of Biofuels (May 12, 2010). Available at SSRN: http://ssrn.com/abstract=1605507 .
- Almunia, M., A. Bénétrix, et al. (2010). "From great depression to great credit crisis: similarities, differences and lessons." Economic Policy 25(62): 219-265.
- Alper, C. and K. Yilmaz (2004). "Volatility and contagion: evidence from the Istanbul stock exchange." Economic Systems 28(4): 353-367.
- Alvarez, F. and U. Jermann (2005). "Using asset prices to measure the persistence of the marginal utility of wealth." Econometrica 73(6): 1977-2016.
- An, J. (2010). "Can the Long-Run Risks Explain the International Value Premium? Evidence Using Last Century Data."
- Ananchotikul, S. and B. Eichengreen (2008). "Plumbing for Latin American capital markets." Bank for International Settlements Press & Communications CH 4002 Basel, Switzerland: 110.
- Ananchotikul, S. and B. Eichengreen (2009). "Journal of The Japanese and International Economies." J. Japanese Int. Economies 23: 149-176.
- Anderson, H., C. Malone, et al. (2008). "Investment returns under right-and left-wing governments in Australasia." Pacific-Basin Finance Journal 16(3): 252-267.
- Anderson, H. D., Malone, Christopher B. and Marshall, Ben R., Time Diversification in Developed and Emerging Markets (February 12, 2008). Available at SSRN: http://ssrn.com/abstract=1092171 .
- Andrews, D. and M. Kohler (2005). "International Business Cycle Co-movements through Time." The Changing Nature of the Cycle.
- Andrews, D. and M. Kohler (2009). "International Business Cycle Co-Movements through Time: The Anglo-Saxon Experience." Applied Economics Quarterly 55(2): 147-172.
- Ang, A. and G. Bekaert (2006). "Stock return predictability: Is it there?" Review of Financial Studies.
- Ang, A. and A. Maddaloni (2005). "Do Demographic Changes Affect Risk Premiums? Evidence from International Data*." The Journal of Business 78(1).
- Annunziata, R., R. Ph, et al. (2000). "Drivers of …"
- Anrig Jr, G. and B. Wasow (2004). "Twelve reasons why privatizing social security is a bad idea." The Century Foundation. December 14.
- Ap Gwilym, O., J. Seaton, et al. (2007). "Valuation Ratios, Inflation and Relative Asset Volatilities: An International Puzzle." Unpublished working paper.
- Ardagna, S. (2009). "Financial markets' behavior around episodes of large changes in the fiscal stance." European Economic Review 53(1): 37-55.
- Ardagna, S., F. Caselli, et al. (2004). "Fiscal discipline and the cost of public debt service: some estimates for OECD countries." DISCUSSION PAPER SERIES-CENTRE FOR ECONOMIC POLICY RESEARCH LONDON.
- Arestis, P., A. Luintel, et al. (2004). "Does financial structure matter?" Levy Economics Institute Working Paper No. 399. Available at SSRN: http://ssrn.com/abstract=488284 .
- Arestis, P., A. Luintel, et al. (2008). "Financial structure and economic growth." Journal of Development Economics 86(1): 181-200.
- Arin, K. P. P., Molchanov, Alexander and Reich, Otto F., Politics, Stock Markets, and Model Uncertainty (April 7, 2010). Available at SSRN: http://ssrn.com/abstract=1010251 .
- Arslanalp, S. and P. Henry (2005). "Is Debt Relief Efficient?" The Journal of Finance 60(2): 1017-1051.
- Arslanalp, S. a. H., Peter Blair, Debt Relief: What Do the Markets Think? (December 2002). NBER Working Paper No. W9369. Available at SSRN: http://ssrn.com/abstract=359880 NBER working paper.
- Arteta, C. and G. Hale (2005). "Are Private Borrowers Hurt by Sovereign Debt Rescheduling?" Federal Reserve Bank of San Francisco and the Board of Governors of the Federal Reserve System, mimeo.
- Asness, C., R. Israelov, et al. (2009). "International Diversification Works (in the Long Run)."
- Atkinson, J. and D. Mersereau (2009). "Changing Times: IRS Updates Automatic Method Change Program." Tax Executive 61: 41.
- Aubert, S. and P. Giot (2007). "An international test of the Fed model." Journal of Asset Management 8(2): 86-100.
- Aviat, A. and N. Coeurdacier (2007). "The geography of trade in goods and asset holdings." Journal of International Economics 71(1): 22-51.
- Aysun, U. (2006). "Testing for Balance Sheet Effects in Emerging Market Countries." Economics Working Papers: 200628.
- Azad, A. (2009). "Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea*." Asian Economic Journal 23(1): 93-118.
- Babylon, A., B. Gold, et al. "Boston Herald, 51 Brands, cost of, 152 Bread makers, 133, 153–154 Brock, Fred, How to Retire on Less Than You Think, 23."
- Bae, K. and W. Bailey (2003). "The Latin Monetary Union: Anatomy of a Failed Common Currency."
- Baele, L., A. Ferrando, et al. (2004). "Measuring European financial integration." Oxford Review of Economic Policy 20(4): 509.
- Baffi, L. (2000). "The “other” imbalance and the financial crisis."
- Baka, J. and D. Roland-Holst (2009). "Food or fuel? What European farmers can contribute to Europe's transport energy requirements and the Doha Round." Energy Policy 37(7): 2505-2513.
- Baker, M., J. Wurgler, et al. (2009). "Global, local, and contagious investor sentiment." (AFA 2010 Atlanta Meetings Paper. Available at SSRN: http://ssrn.com/abstract=1364911) .
- Bali, T., H. Genberg, et al. (2002). "Excessive variation in risk-factor correlations and volatilities." Journal of Futures Markets 22(12): 1119-1146.
- Baltzer, M., L. Cappiello, et al. (2008). "Measuring financial integration in new EU member states." (ECB Occasional Paper No. 81. Available at SSRN: http://ssrn.com/abstract=1084908) .
- Bandy, H. (2009). "Use of fundamental data for active investing in US equities." NAAIM.
- Barboza, D. and D. Altman (2005). "That blur? It’s China, moving up in the pack." New York Times 21.
- Barro, R. (2006). How the Fed Works Today. Durell Colloquium: The Role of Markets and Governments in Pursuing the Common Good. Hillsdale College.
- Barro, R. (2006). "Rare Disasters and Asset Markets in the Twentieth Century*." The Quarterly Journal of Economics 121(3): 823-866.
- Barro, R. (2009). "Rare disasters, asset prices, and welfare costs." The American Economic Review 99(1): 243-264.
- Barro, R. and L. Center (2005). "Rare events and the equity premium." NBER working paper.
- Barro, R., J. Ursúa, et al. (2008). "Project MUSE Journals Brookings Papers on Economic Activity 2008, 1 Macroeconomic Crises since 1870." Brookings Papers on Economic Activity: 1.
- Barro, R. J., On the Welfare Costs of Consumption Uncertainty (December 2006). NBER Working Paper Series, Vol. w12763, pp. -, 2006. Available at SSRN: http://ssrn.com/abstract=951919 NBER working paper.
- Barro, R. J. a. U., Jose F., Macroeconomic Crises Since 1870 (April 2008). NBER Working Paper No. W13940. Available at SSRN: http://ssrn.com/abstract=1124864 NBER working paper.
- Barro, R. J. a. U., Jose F., Stock-Market Crashes and Depressions (February 2009). NBER Working Paper Series, Vol. w14760, pp. -, 2009. Available at SSRN: http://ssrn.com/abstract=1347272 (2009). Nw14760.
- Battellino, R. (2010). Mining Booms and the Australian Economy. Bulletin. R. B. o. Australia: 63.
- Battilossi, S. (2006). "The determinants of multinational banking during the first globalisation 1880–1914." European Review of Economic History 10(03): 361-388.
- Beine, M., A. Cosma, et al. (2010). "The dark side of global integration: Increasing tail dependence." Journal of Banking & Finance 34(1): 184-192.
- Beirnea, J. and G. de Bondtb (2008). "The equity premium and inflation." Applied Financial Economics Letters 4(6): 439-442.
- Beise, C., R. Collins, et al. "Communications of the Association for Information Systems."
- Bekaert, G., Hoerova, Marie and Scheicher, Martin, What Do Asset Prices Have to Say about Risk Appetite and Uncertainty? (March 31, 2009). ECB Working Paper No. 1037. Available at SSRN: http://ssrn.com/abstract=1358848 .
- Bell, H. and N. Tang (1998). "The effectiveness of commercial Internet Web sites: A user’s perspective." Internet Research: Electronic Networking Applications and Policy 8(3): 219-228.
- Bénétrix, A. (2009). "The anatomy of large valuation episodes." Review of World Economics 145(3): 489-511.
- Benmelech, E. and M. Bordo (2007). The financial crisis of 1873 and 19th century American corporate governance,” Working paper, Harvard University.
- Benos, E. a. J., Marek, Liberalism and Home Equity Bias (January 9, 2009). Available at SSRN: http://ssrn.com/abstract=1325857 .
- Berge, K., G. Consigli, et al. (2008). "The Predictive Ability of the Bond-Stock Earnings Yield Differential Model." Journal of Portfolio Management 34(3): 63.
- Berkman, H., Jacobsen, Ben and Lee, John B., Time-Varying Rare Disaster Risk and Stock Returns (March 15, 2010). Available at SSRN: http://ssrn.com/abstract=1572042 .
- Bernstein, A., E. Hughson, et al. "Funding Constraints, Market Liquidity, and Financial Crises: Lessons from an Historical Experiment."
- Bezdek, V. (2006). "The Public Pension System in the Czech Republic from the Point of View of Public Finance." Economic Research Series Institute of Economic Research Hitotsubashi University 40: 55.
- Bhar, R. and A. Malliaris "Are there rational bubbles in the US stock market? Overview and a new test." Asset Price Bubbles: Implications for Monetary and Regulatory Policies: 125–144.
- Bhar, R. and A. Malliaris "Speculative bubbles in mature stocks markets: Do they exist and are they related?".
- Bhar, R. and A. Malliaris "Speculative Non-fundamental Components in Mature Stock Markets: Do they Exist and are they Related?" Finance and Accounting 217.
- Bhar, R. and A. Malliaris (2006). "Speculative Components in Mature Stock Markets: Do They Exist and are They Related?" Advances in Quantitative Analysis of Finance and Accounting 3.
- Bhargava, V. and D. Malhotra (2006). "Do price-earnings ratios drive stock values?" The Journal of Portfolio Management 33(1): 86-92.
- Bianchi, R., M. Drew, et al. (2005). "A test of momentum trading strategies in foreign exchange markets: evidence from the G7." Global Business and Economics Review 7(2): 155-179.
- Bichler, S. and J. Nitzan (2003). "The End of Neo-liberalism?".
- Bichler, S. and J. Nitzan (2004). "Differential Accumulation and Middle East Wars: Beyond Neo-Liberalism." Global Regulation. Managing Crises After the Imperial Turn, London, Palgrave Macmillan: 43-60.
- Biscarri, J. (2003). "The Informational Content of the Spread and other Financial Variables in Europe: Could the last “Recession” have been predicted?".
- Blattman, C., J. Hwang, et al. (2004). "The impact of the terms of trade on economic development in the periphery, 1870-1939: Volatility and secular change." NBER working paper.
- Block, P. (2007). "Integrated management of the Blue Nile Basin in Ethiopia: Hydropower and irrigation modeling." IFPRI discussion papers.
- Bogart, D. "A Global Perspective on Railway Efficiency and its Policy and Geographic Determinants, 1880-1912."
- Bogart, D. "Inefficiency, Fees, and Profits: A Cross-Country Analysis of Railroad Performance, 1880-1912."
- Bogart, D. "Inter-modal network externalities: Complementarities between roads, canals, and ports in Britain, 1760-1830." Unpublished working paper.
- Bogart, D. (2009). "A global perspective on railway inefficiency and the rise of state ownership, 1880-1912." Explorations in Economic History.
- Bogart, D. (2009). "Making the Trains Run on Time: A Cross-Country Analysis of Cost Inefficiency in the Railroad Sector, 1883-1912." Unpublished working paper.
- Bogart, D. and G. Richardson "Infrastructure Finance and the London Capital Market: New evidence on the integration of British Domestic."
- Bohl, M., J. Lischewski, et al. (2008). "Does Regulation Hurt Pension Funds’ Performance." Evidence from Strongly Regulated Pension Fund Industries, Arbeitspapier.
- Bohl, M., J. Lischewski, et al. (2008). "Does Regulation Hurt Pension Funds’ Performance? Evidence from Strongly Regulated Pension Fund Industries." The Institute for International Integration Studies Discussion Paper Series.
- Bohl, M. and C. Salm (2008). The other January Effect: Nothing more than a statistical artifcat, Working Paper, Westfalische Wilhelms-University Munster, Germany.
- Bohl, M. T., Lischewski, Judith and Voronkova, Svitlana, Pension Funds' Performance in Strongly Regulated Industries in Central Europe: Evidence from Poland and Hungary (September 2009). Available at SSRN: http://ssrn.com/abstract=1517105 .
- Bonpasse, M. (2007). "The Single Global Currency-Common Cents for Business."
- Boon, T. (2008). "Shared appreciation mortgages: property derivatives and unconventional loan interest charges."
- Bordo, M. and L. Center (2006). "Sudden Stops, Financial Crises, and Original Sin in Emerging Countries: Déjà Vu?" NBER working paper.
- Bordo, M. and C. Meissner (2007). "Financial Crises, 1880–1913." The decline of Latin American economies: growth, institutions, and crises: 139.
- Bordo, M., C. Meissner, et al. (2009). "Identifying the effects of an exchange rate depreciation on country risk: Evidence from a natural experiment." Journal of International Money and Finance 28(6): 1022-1044.
- Bordo, M. and A. Murshid (2005). "Globalization and changing patterns in crisis transmission." Asset Price Bubbles: The Implications for monetary, regulatory, and international policies: 309.
- Bordo, M. and D. Wheelock (2007). "Stock market booms and monetary policy in the twentieth century." Federal Reserve Bank of St. Louis Review 89(2): 91-122.
- Bordo, M., D. Wheelock, et al. (2008). "When do stock market booms occur? the macroeconomic and policy environments of 20th century booms." FRB of St. Louis Working Paper No. 2006-051A.(Available at SSRN: http://ssrn.com/abstract=929573) .
- Bordo, M. D., Dueker, Michael and Wheelock, David C., Monetary Policy and Stock Market Booms and Busts in the 20th Century (May 2007). FRB of St. Louis Working Paper No. 2007-020A. Available at SSRN: http://ssrn.com/abstract=986404 .
- Borio, C. (2005). "Monetary and financial stability: so close and yet so far?" National Institute Economic Review 192(1): 84.
- Borio, C. (2005). The search for the elusive twin goals of monetary and financial stability.
- Borio, C. (2006). "Monetary and financial stability: Here to stay?" Journal of Banking & Finance 30(12): 3407-3414.
- Borio, C. and A. Filardo (2003). "Back to the future? Assessing the threat of deflation." Unpublished BIS Working Papers, April.
- Borio, C. and A. Filardo (2004). "Looking back at the international deflation record." The North American Journal of Economics and Finance 15(3): 287-311.
- Borio, C. and P. Lowe (2002). "Asset Prices, Financial and Monetary Stability: Exploring the Nexus (July 2002). BIS Working Paper No. 114. Available at SSRN: http://ssrn.com/abstract=846305 ."
- Borio, C. and P. Lowe (2003). "Imbalances or ‘bubbles’? Implications for monetary and financial stability." Asset Price Bubbles: The Implications for monetary, regulatory, and international policies: 247–270.
- Borio, C. and W. White (2004). "Whither monetary and financial stability? The implications of evolving policy regimes." (BIS Working Paper No. 147. Available at SSRN: http://ssrn.com/abstract=901387) .
- Borys, M. M. a. Z., Petr, Size and Value Effects in the Visegrad Countries (September 1, 2009). CERGE-EI Working Paper Series No. 391. Available at SSRN: http://ssrn.com/abstract=1480751 .
- Bouman, S. and B. Jacobsen (2002). "The Halloween Indicator," Sell in May and Go Away": Another Puzzle." American Economic Review: 1618-1635.
- Bouman, S. and B. Jacobsen (2002). "The Halloween indicator: Sell in May and Go Away." The American Economic Review 92: 1618-1635.
- Bowen, A. (2007). "The Monetary Policy Committee of the Bank of England: Ten Years On." Bank of England Quarterly Bulletin: Q1.
- Branson, W. and C. Healy (2005). "Monetary and Exchange Rate Policy Coordination in ASEAN." NBER working paper.
- Branson, W. H. a. H., Conor N., Monetary and Exchange Rate Policy Coordination in ASEAN+1 (January 2006). HKIMR Working Paper No. 2/2006. Available at SSRN: http://ssrn.com/abstract=1008220 .
- Braverman, O., Kandel (deceased), Shmuel and Wohl, Avi, Aggregate Mutual Fund Flows and Subsequent Market Returns (September 2007). AFA 2008 New Orleans Meetings Paper. Available at SSRN: http://ssrn.com/abstract=795146 Working Paper, Tel Aviv University.
- Brooks, C., Katsaris, Apostolos and Persand, Gita, Timing is Everything: A Comparison and Evaluation of Market Timing Strategies (October 2005). Available at SSRN: http://ssrn.com/abstract=834485 .
- Brooks, R. Demographic change and asset prices.
- Brooks, S. and L. Mosley (2008). Risk, Uncertainty and Autonomy: Financial Market Constraints in Developing Nations.
- Brown, W. (2006). "Volatility in an era of reduced uncertainty: lessons from Pax Britannica." Journal of Financial Economics 79(3): 693-707.
- Brown, W., R. Burdekin, et al. "Consols, Financial Stability, and Pax Britannia." Claremont McKenna College: 2004-2005.
- Broz, J. and R. Grossman (2004). "Paying for Privilege: The Political Economy of Bank of England Charters, 1694-1843." Explorations in Economic History 41(1): 48-72.
- Broz, J. and R. Grossman (2004). "Paying for privilege: The political economy of Bank of England charters, 1694-1844." Explorations in Economic History 41(1): 48-72.
- Bruckner, M., Gerling, Kerstin and Gruner, H. P., Wealth Inequality and Credit Markets: Evidence from Three Industrialized Countries (September 2007). CEPR Discussion Paper No. DP6485. Available at SSRN: http://ssrn.com/abstract=1138949 .
- Bruetsch, M. and A. Dalhoff (2003). "Money Market Interventions." Unpublished working paper.
- Buelens, F. "Price and Return Indices on the Brussels Stock Exchange for the period 1832-2003: Database structure, methodogy and data collection."
- Buffett, W., P. Byrne, et al. "CSA, 158–161 CSFB Tremont Dedicated Short Bias Index, 99–100 Cuban, Mark, 80–81, 197 Cutter & Buck, 41–42." Star 25: 27.
- Buranavityawut, N. and M. Freeman "Unemployment Risk and the Conditional Ex-Ante Equity Premium." Unpublished working paper.
- Buranavityawut, N. a. F., Mark C. C., Does Unemployment Risk Affect Asset Returns? The Long-Run UK Evidence (February 2002). U of Exeter Business and Economics Working Paper. Available at SSRN: http://ssrn.com/abstract=302803 or doi:10.2139/ssrn.302803 .
- Burtless, G. (2001). "Asset accumulation and retirement income under individual retirement accounts: Evidence from five countries." Washington, DC: The Brookings Institution.
- Burtless, G. (2003). "What do we know about the risk of individual account pensions? Evidence from industrial countries." American Economic Review 93(2): 354-359.
- Burtless, G. and F. Hall (2006). "Risk and Reward of International Investing for US Retirement Savers: Historical Evidence." Working Papers, Center for Retirement Research at Boston College.
- Caballero, R. (2010). "The" Other" Imbalance and the Financial Crisis." NBER working paper.
- Caballero, R., E. Farhi, et al. (2008). "Financial crash, commodity prices and global imbalances." Brookings Papers on Economic Activity 2: 1-55.
- Cahan, J., C. Malone, et al. (2005). "Stock market political cycles in a small, two-party democracy." Applied Economics Letters 12(12): 735-740.
- Campbell, J., C. Polk, et al. (2007). "Growth or glamour." (Fundamentals and systematic risk in stock returns: Appendix, available online at http://kuznets.fas. harvard.edu/~campbell/papers.html
- Campbell, J., C. Polk, et al. (2010). "Growth or glamour? Fundamentals and systematic risk in stock returns." Review of Financial Studies 23(1): 305.
- Campbell, J., C. Polk, et al. (2010). "Growth or glamour? Fundamentals and systematic risk in stock returns." Review of Financial Studies 23(1): 305.
- Campbell, J. and M. Yogo (2006). "Efficient tests of stock return predictability." Journal of Financial Economics 81(1): 27-60.
- Campbell, R. (2002). "The art of portfolio diversification." Economic Review: 1.
- Campbell, R. (2008). "Fine violins as an alternative investment: Strings attached?" Pensions: An International Journal 13(1): 89-96.
- Campbell, R. (2009). "Art as a financial investment." Collectible Investments for the High Net Worth Investor: 119.
- Campo-Rembado, M. and A. Taylor (2009). "Identification of technological discontinuities across industries and time periods: expected vs. unexpected change." International Journal of Strategic Change Management 1(3): 269-292.
- Capital, I. and T. Banker (2002). "Citations of Commercial Databases–continued." Citation Guide: 31.
- Caporale, G., N. Pittis, et al. (2003). "Testing for PPP: the erratic behavior of unit root tests." Economics Letters 80(2): 277-284.
- Cappiello, L., Hördahl, Peter, Kadareja, Arjan and Manganelli , Simone, The Impact of the Euro on Financial Markets (March 2006). ECB Working Paper No. 598. Available at SSRN: http://ssrn.com/abstract=887087 .
- Cappiello, L., B. Gérard, et al. (2005). "Economic and Financial Integration of New EU Member States."
- Cappiello, L., B. Gérard, et al. (2005). "Equity Market Integration of New EU Member States." (European Central Bank).
- Cappiello, L., B. Gérard, et al. (2006). "Equity market integration of new EU member states." Financial development, integration and stability: evidence from Central, Eastern and South-Eastern Europe: 455.
- Cappiello, L., B. Gérard, et al. (2006). "Financial integration of new eu member states (October 2006). ECB Working Paper No. 683. Available at SSRN: http://ssrn.com/abstract=936591 ."
- Cappiello, L. and X. Vives (2006). The impact of the euro on financial markets, Europ. Central Bank.
- Cardinale, M., Cointegration and the Relationship between Pension Liabilities and Asset Prices. Watson Wyatt Technical Paper No. 2003-TR-06. Available at SSRN: http://ssrn.com/abstract=892771 .
- Cardinale, M. (2003). "Optimal portfolio allocations and funded pension systems: the case of Chile." Watson Wyatt Technical Paper.
- Carrera, L. a. M., Irene, Geopolitical Risk and Market Behaviour: Do Terrorist Attacks Affect Market Returns (April 15, 2009). Towers Watson Technical Paper No. 1382804. Available at SSRN: http://ssrn.com/abstract=1382804 .
- Caselli, M. (2009). "Does wealth inequality reduce the gains from trade?" MPRA Paper.
- Chaieb, I., Mazzotta, Stefano and Sy, Oumar, Is Exchange Risk Priced Beyond Intertemporal Risk? (March 2005). Available at SSRN: http://ssrn.com/abstract=811589 .
- Chandrasekhar, C. Global Liquidity and Financial Flows to Developing Countries: New Trends in Emerging Markets. G.-D. P. Series, United Nations Publication.
- Chandrasekhar, C. "Global Liquidity and Financial Flows to Developing Countries: New Trends in Emerging Markets."
- Chandrasekhar, C. (2008). "Financial liberalization and the new dynamics of growth in India." TWN Global Economy Series 13.
- Chandrasekhar, C. (2008). Global liquidity and financial flows to developing countries: new trends in emerging markets and their implications, United Nations.
- Chandrasekhar, C. and P. Pal (2006). "Financial liberalization in India: an assessment of its nature and outcomes." Economic and Political Weekly 41(11).
- Chen, C., Y. Su, et al. (2008). "Hourly index return autocorrelation and conditional volatility in an EAR-GJR-GARCH model with generalized error distribution." Journal of Empirical Finance 15(4): 789-798.
- Chen, H. and J. Estes "A Monte Carlo Study of the Strategies for 401 (k) Plans: Dollar-Cost-Averaging, Value-Averaging, and Proportional Rebalancing."
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Books Using Data
From Global Financial Data
- Abramovitz, J. N. a. L. R. B. (2001). Vital Signs 2001: The Environmental Trends That Are Shaping Our Future. New York: WW Norton and Company.
- Alexander, G. J. (2003). Fundamentos de inversiones: Teoria y practica. Mexico City: Pierson Educacion.
- Alexander, M. (2000). Stock Cycles: Why Stocks Won't Beat Money Markets Over the Next Twenty Years. Los Angeles: IUniverse.
- Alexander, M. A. (2002). The Kondratiev Cycle: A Generational Interpretation. Los Angeles: IUniverse.
- Alexander, M. A. (2005). Investing in a Secular Bear Market. New York: IUniverse.
- Allen, D. E. a. F. G. (2004). Assessing Exchange Rate Hypotheses Within Southern Africa. Los Angeles: Ashgate Publishing, Ltd.
- Altucher, J. SuperCa$h: The New Hedge Fund Capitalism. John Weiley and Sons.
- Arbeláez, H. a. R. W. C. (2005). Latin American Financial MarketsDevelopments in Financial Innovations. St. Louis, MO: Elsevier Publishers.
- Arnold, R. A. (1997). Economics. Los Angeles: Thomson South Western.
- Arnone, W. J., Martin Nissenbaum. (2001). Ernst & Young's Retirement Planning Guide. New Jersey: John Weiley and Sons.
- Arnone, W. J., Martin Nissenbaum and Freida Kavouras. (2001). Ernst & Young's Retirement Planning Guide. New Jersey: John Weiley and Sons.
- Bardhan, P. K., Samuel Bowles and Michael Wallerstein. (2006). Globalization and Egalitarian Redistribution. Princeton, NJ: Princeton University Press.
- Bateman, H. (2007). Retirement Provision in Scary Markets. New York: Edward Elgar Publishing.
- Batten, J. a. C. K. (2006). Emerging European Financial Markets: Independence and Integration Post-Enlargement. New York: Elsevier Publishers.
- Bernstein, W. J. (2001). The Intelligent Asset Allocator: How to Build Your Portfolio to Maximize Returns and Minimize Risks. New York: McGraw Hill Publishers.
- Bhar, R. a. S. H. (2005). Empirical Techniques in Finance. New York: Springer Publishers.
- Biafore, B. (2004). Online Investing Hacks. O'Reiley Publishing.
- Blackledge, J. M., Allan K. Evans and M. J. Turner. (2002). Fractal Geometry: Mathematical Methods, Algorithms, Applications. New York: Horwood Publishing.
- Bootle, R. (2004). Money for Nothing: Real Wealth, Financial Fantasies, and the Economy of the Future. Los Angeles: Nicolas Brealey Publishing.
- Bordo, M. D., Alan M. Taylor and Jeffrey G. Williamson. (2003). Globalization in Historical Perspective. Chicago: University of Chicago Press.
- Bulmer-Thomas, V., John H Coatsworth and Roberto Cortés Conde. (2006). The Cambridge Economic History of Latin America, Volume 2. Cambridge: Cambridge University Press.
- Burton, M. a. R. L. (2005). The Financial System and the Economy: Principles of Money and Banking (South-Western College Pub, Ed.) (4th). Los Angeles: South-Western College Pub.
- Burton, M., Reynold F. Nesiba. (2004). An Introduction to Financial Markets and Institutions. Los Angeles: South-Western College Pub.
- Buti, M. (2003). Monetary and Fiscal Policies in EMU: Interactions and Coordination. Cambridge: Cambridge University Press.
- Clarida, R. H. (2007). G7 Current Account Imbalances: Sustainability and Adjustment. Chicago: University of Chicago Press.
- Colby, R. W. (2002). The Encyclopedia of Technical Market Indicators. McGraw Hill Publishers.
- de Grauwe, P. (2005). Exchange Rate Economics: Where Do We Stand? MA: MIT Publishers.
- Dent, H. S. (2005). The Next Great Bubble Boom: How to Profit from the Greatest Boom in History. Washington DC: Simon and Schuster.
- Diamond, M. A., Earl K. Stice and James D. Stice. (2000). Financial Accounting: Reporting and Analysis. South Western Publishers.
- Dimson, E., Paul Marsh and Mike Staunton. (2002). Triumph of the Optimists: 101 Years of Global Investment Returns. Princeton, NJ: Princeton University Press.
- Eccles, R. G. (2001). The ValueReporting Revolution: Moving Beyond the Earnings Game. New Jersey: John Weiley and Sons.
- Ellison, M. S. a. E. E. (2004). Dear Mom, Dad & Ethel: World War II Through the Eyes of a Radio Man. New York: IUniverse.
- Evans, L. L. (2003). Why the Bubble Burst: Us Stock Market Performance Since 1982. New York: Edward Elgar Publishing.
- Farleigh, R. (2005). Taming the Lion: 100 Secret Strategies for Investing. Melbourne: Harriman House, Ltd.
- Ferguson, N. (2001). The Cash Nexus: Money and Power in the Modern World, 1700-2000. Ann Arbor: Basic Books Publishers.
- Fondo Monetario Internacional. (2003). Perspectivas de la Economía Mundial, septiembre de 2003. Washington DC: International Monitary Fund.
- Fonds monétaire international. (2003). La dette publique des marchés émergents Etudes économiques et financières. Washington DC: International Monitary Fund.
- Frew, B. (2000). Personal Finance for Overseas Americans. Los Angeles: Gil Incorporated.
- Gregoriou, G. N. (2006). Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties. Los Angeles: Butterworth-Heinmann.
- Gup, B. E. (2005). Capital Markets, Globalization, and Economic Development. Denver: Springer Publishers.
- Hebeler, H. K. (2002). J.K. Lasser's Your Winning Retirement Plan. New York: John Weiley and Sons.
- Hirsch, J. A. a. Y. H. (2004). Stock Trader's Almanac 2005. New York: John Weiley and Sons.
- Holton, L. (1999). How to be a value investor. New York: McGraw Hill Publishers.
- Hunter, W. C., George G. Kaufman. (2004). Asset Price Bubbles: The Implications for Monetary, Regulatory, and International Policies. MA: MIT Publishers.
- Huxley, S. J. a. J. B. B. (2002). Stephen Eckett on Online Investing: 200 Essential Q&a's for the Internet. Hampshire, : Harriman House, Ltd.
- Huxley, S. J. a. J. B. B. (2004). Asset Dedidication: How to Grow Wealthy with the Next Generation of Asset Allocation. New York: McGraw Hill Publishers.
- IMF Staff Papers. (2003). IMF Third Annual Research Conference. Washington DC: International Monetary Fund.
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- International Monetary Fund. (2003). World Economic Outlook. Washington DC: International Monetary Fund.
- International Monetary Fund. (2004). IMF Fourth Annual Research Conference, 2004. Washington DC: International Monetary Fund.
- Kausch, M. (2005). Rohstoffe der Zukunft- neue Basisstoffe und neue Energien: Eine Universität. Munich: Frank and Timme GmbH.
- Khoury, S. J. (2003). Wealth Forever: The Analytics of Stock Markets. NY: World Scientific.
- Kidwell, D. S., Richard L. Peterson. (2002). Financial institutions, markets, and money. New York: Druden Press.
- Kohler, G. a. E. J. C. (2003). Globalization: Critical Perspectives. Nova Publishers.
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- Levy, H., Deborah Gunthorpe. (1999). Introduction to Investments. Los Angeles: South Western Publishers.
- Liebscher, K. (2006). Financial Development, Integration And Stability. New York: Edward Elgar Publishing.
- Lomborg, B. (2001). The Skeptical Environmentalist: Measuring the Real State of the World. Cambridge: Cambridge University Press.
- Mahar, M. (2004). Bull!: A History of the Boom and Bust, 1982-2004. Washington DC: HarperCollins.
- Martin, M. (2004). Globalization, Macroeconomic Stabilization, and the Construction of Social Reality. Berlin: LIT Verlag Berlin.
- McConnell, C. R., Stanley L. Brue. (1999). Microeconomics: Principles, problems, and policies. San Francisco: Irwin/McGraw Hill Publishers.
- McGillivray, F. (2004). Privileging Industry: The Comparative Politics of Trade and Industrial Policy. Princeton, NJ: Princeton University Press.
- Mehra, R. (2007). Handbook of the Equity Risk Premium. New York: Elsevier Publishers.
- Mills, D. Q. (2003). Wheel, Deal, and Steal: Deceptive Accounting, Deceitful CEOs, and Ineffective Reforms. New York: FT Publishers.
- Moore, S., Julian Lincoln Simon. (2000). It's Getting Better All the Time: 100 Greatest Trends of the Last 100 Years. Cato Institute.
- Murphy, J. J. (2004). Intermarket Analysis: Profiting from Global Market Relationships. New York: John Weiley and Sons.
- Nairn, A. (2002). Engines That Move Markets: Technology Investing from Railroads to the INternet. New Jersey: John Weiley and Sons.
- Obstfeld, M. (2005). Global Capital Markets: Integration, Crisis, and Growth. Cambridge: Cambridge University Press.
- Paolera, G. D. a. A. M. T. (2002). A New Economic History of . Cambridge: Cambridge University Press.
- Plummer, T. (2003). Forecasting Financial Markets: The Psychology of Successful Investing. Los Angeles: Kogan Page.
- Prakken, B. (2000). Information, Organization and Information Systems Design. New York: Springer Publishers.
- Ragsdell, G. a. J. W. (2001). Understanding Complexity. New York: Springer Publishers.
- Robertson, I. (2005). Understanding International Art Markets And Management. New York: Routledge.
- Rougelot Prechter, R. (2001). View from the Top of the Grand Supercycle. New York: Elliot Wave International Inc.
- Rougelot Prechter, R. (2002). Conquer the Crash: You Can Survive and Prosper in a Deflationary Depression. New York: Elliot Wave International Inc.
- Ruddell, R. (2004). America Behind Bars: Trends in Imprisonment, 1950 to 2000. New York: LFB Scholarly Publishing.
- Rugimbana, R., Sonny Nwankwo. (2003). Cross-Cultural Marketing. Denver: Thomson Learning EMEA.
- Schiller, B. R. (1999). The Micro Economy Today. Denver: McGraw Hill Publishers.
- Schreiber, D. a. G. E. S. (2004). All About Dividend Investing. New York: McGraw Hill.
- Schwarz, P. J. (2001). Migrants Against Slavery: Virginians and the Nation. Virginia: University of Virginia Press.
- Seifert, W. G. (2002). Performance ist kein Schicksal. Berlin: Campus Verlag.
- Singal, V. (2006). Beyond the Random Walk: A Guide to Stock Market Anomalies and Low-Risk Investing. Oxford: Oxford University Press.
- Sloman, J. (2005). The Economic Environment of Business. New York: Financial Times Prentice Hall.
- Sornette, D. (2003). Why Stock Markets Crash: Critical Events in Complex Financial Systems. Princeton, NJ: Princeton University Press.
- Steil, B., David G. Victor. (2002). Princeton, NJ: Princeton University Press.
- Steil, B., David G. Victor and Richard R. Nelson. (2002). Technological Innovation and Economic Performance. Princeton, NJ: Princeton University Press.
- Steiner, Z. S. (2005). The Lights that Failed: European International History 1919-1933. Oxford: Oxford University Press.
- Stroup, R. L., James D. Gwartney. (2002). Microeconomics: Public and Private Choice. Los Angeles: Thomson South Western.
- Stroup, R. L., James D. Gwartney. (2005). Economics: Private and Public Choice. Los Angeles: Thomson South Western.
- Sutherland, S. a. P. S. (2001). . New York: McGraw Hill Publishers.
- Swedroe, L. E. (2003). The Successful Investor Today: 14 Simple Truths You Must Know When You Invest. New York: MacMillian.
- Tanner, M. (2004). Social Security and Its Discontents: Perspectives on Choice. Cato Institute.
- Tremblay, V. J. a. C. H. T. (2007). Industry and Firm Studies. New York: ME Sharpe.
- United States, C., Joint Economic Committee (2000). (2000). Achieving Growth and Prosperity Through Freedom: A Compilation of 1999-2000 [106th Congress, 2d session. Joint committee print.] (p. 477).
Washington DC: US Congress.
- Verdier, D. (2002). Moving Money: Banking and Finance in the Industrialized World. Cambridge: Cambridge University Press.
- Weber, H. a. K. Z. (2003). The Complete Guide to Point-And-Figure Charting: The New Science of an Old Art. Melbourne: Harriman House, Ltd.
- Williamson, J. G., T. J. Hatton. (2007). The New Comparative Economic History: Essays in Honor of Jeffrey G. Williamson. MA: MIT Publishers.